+481.0%
MSTR vs LOW
+292.8%
+188.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.6% | -2.5% |
| 7D | -13.4% | +1.4% | -14.8% | -14.1% |
| 30D | -22.1% | +21.7% | -43.8% | -30.3% |
| 3M | +15.0% | +5.0% | +9.9% | +11.2% |
| 6M | -37.3% | +4.6% | -41.9% | -39.8% |
| YTD | -26.5% | -3.5% | -23.0% | -26.7% |
| 1Y | -46.5% | +0.5% | -47.0% | -48.4% |
| 3Y | +121.1% | +24.8% | +96.3% | +87.7% |
| 5Y | +37.5% | +6.5% | +31.1% | +28.1% |
| All | +481.0% | +292.8% | +188.2% | +249.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LOW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling